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EOR
2007

Randomly generating portfolio-selection covariance matrices with specified distributional characteristics

15 years 19 days ago
Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
Markus Hirschberger, Yue Qi, Ralph E. Steuer
Added 13 Dec 2010
Updated 13 Dec 2010
Type Journal
Year 2007
Where EOR
Authors Markus Hirschberger, Yue Qi, Ralph E. Steuer
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